a fucked up justification that would not really be feasible with FFxii though. Noone in Ivalice that I know of has the the power to travel through dimensions or through the void.
Lightning got somehow this power, shantotto (or whatever the spelling is) invented dimensional travel, and Gilgamesh was sent into the void in his own game.
The only total BS direct reference I can think of is Ultros, who doesn't have any reason to come here. Yeah they can justify it by "it's an other Ultros in an other world with the exact same design and exact same friend Chuppon" but well...
side note : The fight and Hildibrand story behind Ultros is really fun and cool. It's just that his presence here doesn't make any sense